Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,608 CHF | 68,858 CHF | 99.38% | 99.38% |
12/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,048 CHF | 70,298 CHF | 99.08% | 99.08% |
11/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,275 CHF | 69,525 CHF | 98.76% | 98.76% |
10/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,947 CHF | 67,197 CHF | 95.51% | 95.51% |
09/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,448 CHF | 66,698 CHF | 99.03% | 99.03% |
08/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,064 CHF | 67,314 CHF | 99.23% | 99.23% |
05/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,705 CHF | 67,955 CHF | 99.39% | 99.39% |
04/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,261 CHF | 67,511 CHF | 99.39% | 99.39% |
03/07/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,203 CHF | 66,453 CHF | 98.64% | 98.64% |
02/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,856 CHF | 66,106 CHF | 99.07% | 99.07% |